Conducts the modified Levene's test for homoscedastic populations.
Usage
modlevene.test(y, x)
Value
An ANOVA table is returned with the modified Levene's test results.
Arguments
y
Vector of quantitative ressponses, e.g., residuals from a linear model.
x
Vector of factor levels.
Author
Ken Aho
Details
The modified Levene's test is a test for homoscedasticity that (unlike the classic F-test) is robust to violations of normality (Conover et al. 1981). In a Modified Levene's test we calculate \(d_{ij}=|e_{ij} - \tilde{e}_{i}|\) where \(\tilde{e}_i\) is the ith factor level residual median. We then run an ANOVA on the \(d_{ij}\)'s. If the p-value is < \(\alpha\), we reject the null and conclude that the population error variances are not equal.
References
Kutner, M. H., Nachtsheim, C. J., Neter, J., and W. Li. (2005) Applied Linear Statistical Models, 5th edition. McGraw-Hill, Boston.